University of València Agri-food Industry Scientific and Technological Offer Agri-food Industry Scientific and Technological Offer Logo del portal

Annual accounts audit

Auditor independence is a cornerstone of the audit. Our work analyses ways of presenting the outcome of their work in a more transparent way, showing among other things the key audit matters, in line with the approach followed by other countries.

Assurance of non-financial information

Our research on assurance of non-financial information is in line with showing the struggle of auditors and consultants to shape an incipient market for services by gaining an in-depth understanding of the corporate characteristics that define business performance.

Energy finance

Analysis of hedging in energy commodities. Impact on electricity prices and implications for market design of the transition to a generation system with a strong presence of renewables. Valuation of derivatives in the European market for pollution permits.

Financial Economics

Analysis of efficiency in financial markets. Identification of arbitrage opportunities through the use of high frequency databases. Estimation of the risk premium in both equities and loans. Analysis of volatility transmission between markets.

Human security and planetary sustainability in the post-global era

UN concept to displace the concept of national security, which affects quality of life and not weapons potential, and GDP, which focuses on increasing computable operations. Its sustainability depends on subordinating finance to the real economy and this to human capabilities.

Insurances

The research covers both the insurance contract, insurance distribution and supervision of insurance companies.

Investment portfolio selection models

Development of portfolio selection models, in which uncertainty about performance is described by possibility and credibility distributions. Multi-objective analysis of the selection problem, seeking approximations to the Pareto front using evolutionary algorithms.

Monetary economics

Analysis of how monetary policy affects consumption and investment, and can be affected, through the housing market.

Pensions and social protection

Financial-actuarial analysis of the pension systems and main contingencies: retirement, disability, widowhood, orphanage, family member, unemployment and dependency. It also studies the financial and insurance products that are best suited to the needs of individuals.

Pensions

Study on pensions and their viability.

Trade implications of globalisation and regional integration processes

The objective of this research line is to determine the effect of continental and intercontinental integration agreements on trade.

Welfare

Study of welfare issues that go beyond the above, such as dependency or annuities.